Attach a lead to a horse, then click on a Wagon to attach the horse to the Wagon. The lead connecting the horse to the Wagon would be shorter than a regular vanilla Minecraft lead so it doesn't look weird. This would allow players to make a train of horses pulling Wagons, to transport a larger number of players or items.

Note: it would probably be best to slow down the horse leading the wagon train so the leads don't get broken, and so it's easier to navigate hilly terrain, but not as slow as the "slow mode" activated by the "Toggle Slow" keybind. That keybind would still allow the player to further slow down the wagon train if desired.

This suggestion is based in reality, (https://en.wikipedia.org/wiki/Wagon_train), although in real wagon trains in the mid-late 1800's, the horses were rarely tethered to the wagon in front of them, they just followed each other. Leads would make sense in Minecraft, although a caravan mechanic similar to Minecraft's llamas could also be a good way to create wagon trains, if the pathfinding worked better. (Llamas like to wander away from caravans sometimes)

I think a config to limit the length would be a good idea, plus it could act as a way to disable wagon trains entirely if desired.

an example of what this might look like in-game:

an example of a [very long] wagon train in real life: